library(devtools)
install_github("adu3110/Solve-Rational-Matrix-Equation--R-Package")
library(SolveRationalMatrixEquation)
Given a symmetrix positive definite matrix Q and a non-singular matrix L, Find symmetric positive definite solution X such that X = Q + L (X inv) L^T.
##Solve Rational Matrix
library(SolveRationalMatrixEquation)
Q <- rbind(c(2,-1,0),c(-1,2,1),c(0,1,2))
L <- rbind(c(2,-2,18),c(2,1,0),c(1,2,0))
##QR Decomposition
QRdecompose(L)
##LQ Decompostion
LQdecompose(L)
##Solve Rational Matrix
X <- sol.rationalmatrix.euqation(Q, L)
#Checking the results
X - (Q + L %*% solve(X) %*% t(L))
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